Sudoku Solving and Finding Magic Squares by Probability Models and Markov Chains

The sudoku puzzles have a long history, with variations going back more than a hundred years, but its current and perhaps surprising world-wide prominence goes back to certain initiatives and then puzzle-generating computer programmes from just after 2000. To solve a sudoko puzzle, a statistician can put up a probabilitymodel on the enormous space of $9\times9$ matrix possibilities, constructed to favour `good attempts', and then engineer a Markov chain to sample a long enough chain of sudoku table realisations from that model, until the solution is found. The methods work also for other types of puzzles, like constructing `magic squares' with wished-for properties (sums of rows, columns, diagonals equal, etc.), as is also illustrated in this article; via magic models and equally magic Markov chains I find impressively magic $8\times8$ and $10\times10$ squares.